Question

In the Poisson process $N,$ find $\operatorname E[2^{N(t)}e^{-\lambda t} \mid N(s) = k]$ and $\operatorname{Var}(N(t) \mid N(s) = k)$.

score 86 · Answer 1 · 2026-03-20 02:26:55

86

Views

In the Poisson process $N,$ find $\operatorname E[2^{N(t)}e^{-\lambda t} \mid N(s) = k]$ and $\operatorname{Var}(N(t) \mid N(s) = k)$.

Published on 20 Mar 2026 - 2:26

score 141 · Answer 2 · 2026-03-17 09:25:44

141

Views

Expectation, supremum and convergence.

Published on 17 Mar 2026 - 9:25

score 43 · Answer 3 · 2026-03-24 19:09:00

43

Views

Deriving law of motion for Brownian motion

Published on 24 Mar 2026 - 19:09

score 94 · Answer 4 · 2026-03-17 08:30:45

94

Views

Aggregating information and bayesian information

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score 1.4k · Answer 5 · 2018-01-23 16:15:23

1.4k

Views

Stochastic processes as Banach or Hilbert-space-valued random variables

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score 326 · Answer 6 · 2026-03-20 05:07:39

326

Views

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Published on 20 Mar 2026 - 5:07

score 130 · Answer 7 · 2026-03-20 07:57:34

130

Views

Controlled Markov process - proper notation and set up

Published on 20 Mar 2026 - 7:57

score 94 · Answer 8 · 2018-01-25 00:06:19

94

Views

If $P$ is not irreducible, can $a_0$ and $b_0$ have limit?

Published on 25 Jan 2018 - 0:06

score 3.1k · Answer 9 · 2026-03-20 00:14:47

3.1k

Views

Easy way to determine the stationary distribution for Markov chain?

Published on 20 Mar 2026 - 0:14

score 483 · Answer 10 · 2026-03-24 20:33:26

483

Views

Hitting time of Brownian Motion combined with another Brownian Motion gives "Cauchyprocess"

Published on 24 Mar 2026 - 20:33

score 121 · Answer 11 · 2026-03-19 22:17:57

121

Views

Is every dynamical system approaching independence isomorphic to a Bernoulli system?

Published on 19 Mar 2026 - 22:17

score 39 · Answer 12 · 2026-03-17 08:50:21

39

Views

Continuous time Ruelle-Perron-Frobenius

Published on 17 Mar 2026 - 8:50

score 27 · Answer 13 · 2018-01-27 00:58:24

27

Views

Is $K(s,t) = \log(2 + |s - t|)$ a kernel for a Gaussian process?

Published on 27 Jan 2018 - 0:58

score 376 · Answer 14 · 2026-03-20 08:52:46

376

Views

Reasonable/unreasonable exponentially distributed interarrival (service) times

Published on 20 Mar 2026 - 8:52

score 921 · Answer 15 · 2026-03-24 20:36:52

921

Views

Use Brownian bridge to find the conditional distribution

Published on 24 Mar 2026 - 20:36

List Question

In the Poisson process $N,$ find $\operatorname E[2^{N(t)}e^{-\lambda t} \mid N(s) = k]$ and $\operatorname{Var}(N(t) \mid N(s) = k)$.

Expectation, supremum and convergence.

Deriving law of motion for Brownian motion

Aggregating information and bayesian information

Stochastic processes as Banach or Hilbert-space-valued random variables

On the continuity of Gaussian processes on the interval [0,1] depending on the continuity of the covariance function

Controlled Markov process - proper notation and set up

If $P$ is not irreducible, can $a_0$ and $b_0$ have limit?

Easy way to determine the stationary distribution for Markov chain?

Hitting time of Brownian Motion combined with another Brownian Motion gives "Cauchyprocess"

Is every dynamical system approaching independence isomorphic to a Bernoulli system?

Continuous time Ruelle-Perron-Frobenius

Is $K(s,t) = \log(2 + |s - t|)$ a kernel for a Gaussian process?

Reasonable/unreasonable exponentially distributed interarrival (service) times

Use Brownian bridge to find the conditional distribution

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